NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 02-Aug-2011
Day Change Summary
Previous Current
01-Aug-2011 02-Aug-2011 Change Change % Previous Week
Open 99.60 96.58 -3.02 -3.0% 100.45
High 100.45 97.85 -2.60 -2.6% 102.42
Low 95.77 95.44 -0.33 -0.3% 97.32
Close 97.15 95.96 -1.19 -1.2% 97.94
Range 4.68 2.41 -2.27 -48.5% 5.10
ATR 2.35 2.36 0.00 0.2% 0.00
Volume 2,683 7,250 4,567 170.2% 26,535
Daily Pivots for day following 02-Aug-2011
Classic Woodie Camarilla DeMark
R4 103.65 102.21 97.29
R3 101.24 99.80 96.62
R2 98.83 98.83 96.40
R1 97.39 97.39 96.18 96.91
PP 96.42 96.42 96.42 96.17
S1 94.98 94.98 95.74 94.50
S2 94.01 94.01 95.52
S3 91.60 92.57 95.30
S4 89.19 90.16 94.63
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 114.53 111.33 100.75
R3 109.43 106.23 99.34
R2 104.33 104.33 98.88
R1 101.13 101.13 98.41 100.18
PP 99.23 99.23 99.23 98.75
S1 96.03 96.03 97.47 95.08
S2 94.13 94.13 97.01
S3 89.03 90.93 96.54
S4 83.93 85.83 95.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.50 95.44 6.06 6.3% 2.38 2.5% 9% False True 5,050
10 102.42 95.44 6.98 7.3% 2.17 2.3% 7% False True 4,807
20 102.42 95.44 6.98 7.3% 2.34 2.4% 7% False True 5,349
40 104.37 93.29 11.08 11.5% 2.19 2.3% 24% False False 5,414
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.09
2.618 104.16
1.618 101.75
1.000 100.26
0.618 99.34
HIGH 97.85
0.618 96.93
0.500 96.65
0.382 96.36
LOW 95.44
0.618 93.95
1.000 93.03
1.618 91.54
2.618 89.13
4.250 85.20
Fisher Pivots for day following 02-Aug-2011
Pivot 1 day 3 day
R1 96.65 97.95
PP 96.42 97.28
S1 96.19 96.62

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These figures are updated between 7pm and 10pm EST after a trading day.

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